Is it just by believing Jesus that we are saved and then we do our best to follow the Commandments, because God wills that you follow them?
Or do we have to believe in Jesus and follow all of God's commandments in order to be saved?
Also I read that God does not hear the prayers of sinners (those who don't follow all that He Commands) , but that Jesus came to save sinners. Should I be praying to Jesus then? Or since He is God the Son, He wouldn't hear me either?
It's not the 2nd, and it's closer to the first, but there is only one way we are able to bear real fruit (go from imperfect to gradually less imperfect, getting gradually better) -- because we remain in Him,
abiding in Him -- reading His words that He spoke, taking them into your heart by truly listening to them. (John chapter 3). And this is relying on Him, and thus progressing --
"I am the true vine, and my Father is the gardener.
2 He cuts off every branch in me that bears no fruit, while every branch that does bear fruit he prunes so that it will be even more fruitful.
3 You are already clean because of the word I have spoken to you.
4 Remain in me, as I also remain in you. No branch can bear fruit by itself; it must remain in the vine. Neither can you bear fruit unless you remain in me.
5 “I am the vine; you are the branches. If you remain in me and I in you, you will bear much fruit; apart from me you can do nothing.
6 If you do not remain in me, you are like a branch that is thrown away and withers; such branches are picked up, thrown into the fire and burned.
7 If you remain in me and my words remain in you, ask whatever you wish, and it will be done for you.
8 This is to my Father’s glory, that you bear much fruit, showing yourselves to be my disciples.
9 “As the Father has loved me, so have I loved you. Now remain in my love.
10 If you keep my commands, you will remain in my love, just as I have kept my Father’s commands and remain in his love.
11 I have told you this so that my joy may be in you and that your joy may be complete.
12My command is this: Love each other as I have loved you.
13 Greater love has no one than this: to lay down one’s life for one’s friends.
14 You are my friends if you do what I command.
15 I no longer call you servants, because a servant does not know his master’s business. Instead, I have called you friends, for everything that I learned from my Father I have made known to you.
16 You did not choose me, but I chose you and appointed you so that you might go and bear fruit—fruit that will last—and so that whatever you ask in my name the Father will give you.
17 This is my command: Love each other." (John chapter 15)
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It helps to have read John chapter 14 of course, and truly I can tell you, this all makes more and more sense as you read from the beginning of the Gospel of John, which is the richest food, and what we need.
Prayer -- Christ taught on prayer in several places in the Gospels, and one will want to learn them all. A good place to start is Matthew chapter 6, and do it all, every bit, as He says, and then seek to learn more of what He taught about how to pray, such as "When you pray, believe..." (Mark ch 11) and other things He taught that are key.
You can find many things He taught on prayer, and if you are doing key things like believing and praying as He said, your prayers will be answered.